Add higher_order_derivatives with cached mixed-partial reuse#118
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5iri wants to merge 1 commit intobrianguenter:mainfrom
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Add higher_order_derivatives with cached mixed-partial reuse#1185iri wants to merge 1 commit intobrianguenter:mainfrom
5iri wants to merge 1 commit intobrianguenter:mainfrom
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This PR adds a new higher-order differentiation path that reuses common intermediate derivative terms across orders instead of recomputing them by repeated calls to
derivative. It introduceshigher_order_derivatives(scalar + array) which computes full order‑k mixed partial tensors and optionally canonicalizes mixed partials (symmetric=true) to maximize reuse.Performance (opt-in test)
Run:
FD_PERF=1 julia --project -e 'using Pkg; Pkg.test()'Observed speedups on this machine: